Wow, what a great show, it’s like a Grant Morrison comic brought to life by David Lynch on acid.
I think the way it’s filmed, with meticulous arthouse cinematography, bold colours and contrasts and visual set pieces, is actually a very good translation of the comics medium to the live action/big screen, maybe even the best that’s ever been done. It’s a much better “realistic” way to go than either DC’s grimdark or the MCU’s often overly-fussy CGI efforts.
In particular, the portrayal of superpowers (something I’m always focused on in superhero shows) really brings home just how terrifying and awesome real superheroes would be - although to be fair, most of what they’re portraying in this is mental powers, not the more difficult/expensive kinds of things to realize in CGI, like kinetic action, lifting and throwing, etc. A lot of it is done in hints and suggestions - but again, that’s actually the best way to do it, i.e. if superheroes were real, that would be most peoples’ experience of them in the wild - disorienting glimpses, etc.
The thing that surprised me, given the heavy emphasis on visuals, was how well the story was told in simple mechanical terms. It all flowed very well and everything made sense (after the very cool initial puzzlement and disorientation). The generally top-notch acting really helps too (again, the great revelation Marvel have drummed into us re. superhero shows: get arty directors - preferably arty directors who actually like comics - and good actors).